FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3087	3.44
$α$	0.3186	4.66
$β$	0.4548	7.11
$γ_{1}$	1.5337	1.61
$γ_{2}$	-2.4722	-1.67
$γ_{3}$	2.0162	2.14
$γ_{4}$	-3.3309	-3.55
$γ_{5}$	4.0005	4.03
$γ_{6}$	-1.0344	-1.05
$γ_{7}$	-2.2238	-2.23
$γ_{8}$	2.3752	2.76
$γ_{9}$	-1.4355	-1.85
$γ_{10}$	0.8527	1.63

V-Lab

River Global PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other River Global PLC Analyses